Template:Stevens Events

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2016-10-20: IAQF/Thalesians Seminar Series - A Talk By Dr. Erik Vogt
Sellers of variance swaps earn time-varying risk premia for their exposure to realized variance, the level of variance swap rates, and the slope of the variance swap curve.

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2016-11-17: Fifteenth Northeast Probability Seminar
The program was chosen by the seminar’s scientific committee: Yuri Bakhtin, Gerard Ben Arous, Nayantara Bhatnagar, Paul Bourgade, Ivan Corwin, Eyal Lubetzky, Carl Mueller, Daniel Ocone, Robin Pe...

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2016-09-27: ORFE Colloquium Announcements
Using the definition of a bubble as a strict local martingale, we show how under certain special circumstances a martingale can transform into a strict local martingale via an expansion of a filtra...

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2016-09-15: IAQF/Thalesians Seminar Series
To explore the value embedded in News & Social Sentiment data, we build three types of equity trading strategies based on sentiment data and show that strategies based on sentiment outperform t...

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2016-09-07: Columbia Probability Seminar
We consider systems of diffusing particles, whose local characteristics are assigned in terms of their ranks. We construct the associated multidimensional diffusions, and discuss questions of stren...

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